Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps
Year of publication: |
2002-11
|
---|---|
Authors: | Chourdakis, Kyriakos |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Continuous time regime switching | Stochastic volatility jump diffusion | Option pricing | Filtering |
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